+248.8%
NBIS vs TXT
-1.0%
+249.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.5% |
| 7D | +8.2% | -4.8% | +13.0% | +9.1% |
| 30D | +3.4% | -10.6% | +14.0% | +5.4% |
| 3M | -12.8% | -13.2% | +0.4% | -10.7% |
| 6M | +131.5% | -20.3% | +151.9% | +127.4% |
| YTD | +170.5% | -9.3% | +179.7% | +184.5% |
| 1Y | +248.8% | -2.7% | +251.5% | +409.7% |
| All | +248.8% | -1.0% | +249.8% | +409.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling